-48.3%
AXON vs FFIV
+28.6%
-76.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -27.4% | -4.2% | -23.2% | -26.7% |
| 30D | -28.5% | -33.9% | +5.4% | -22.8% |
| 3M | -49.3% | -22.6% | -26.7% | -47.5% |
| 6M | -25.0% | -10.4% | -14.7% | -25.7% |
| YTD | -46.7% | +24.3% | -71.0% | -51.5% |
| 1Y | -48.3% | +31.8% | -80.0% | -53.6% |
| All | -48.3% | +28.6% | -76.9% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling